To add media files to your iTunes library, select the files and drag them into the Music or Movies tabs. You can also try the following to add files manually:
1. Open iTunes
2. Click File > Add to Library (COMMAND O)
3. Locate the file(s) you wish to add. Hold the COMMAND key to select multiple items. Once you have made your selection, click "Open" to add these files to your library.
View the selected files in your Music or Movies tab, depending on what file type you added.
If you have further questions about importing files to iTunes, please visit the iTunes Knowledge Base here.